Mohamed Hamoud

Asset Pricing, Macro-Finance, Monetary Policy

Hamoud, M. (2025). Monetary Policy Surprises and the Term Structure of Equity Yield. Job Market Paper.
Hamoud, M. (2025). On Finding the Optimal Rotation of Principal Components for Structural Interpretation. Working Paper.
Brown, M., Hamoud, M., & Toczynski, J. (2025). Transitory Shocks and Consumption Dynamics: Pent-Up Demand or Hand-to-Mouth? Working Paper.

My research centers on asset pricing. In particular, I focus on how risky asset prices react to economic news and changing macroeconomic conditions. To answer these questions, I combine empirical analysis with economic theory. I develop and use novel econometric tools to document key moments in the data and build and solve models to explain those findings.